Anic Equity¶

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Total return since start: 0.716 %¶

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Equity now: -----------------------------> 52410.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46045.26 Kr¶

PnL: ---------------------------------------> -677.34 Kr¶

DD now: ---------------------------------> -1.337 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 16:51:11.489393'

Anic Portfolio¶

Today¶

Return: -0.245 %¶

This Week¶

Return: -1.236 %¶

Total portfolio value¶

Return including deposits: 71.578 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 3.920000 662.970000 23.970000 3.750000 638.999984
NCC B 7 2.980000 664.300000 10.300000 1.570000 653.999997
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
SynAct Pharma 9 0.560000 648.900000 3.900000 0.600000 645.000003
Embracer Group B 26 2.420000 665.860000 3.860000 0.580000 661.999988
Nolato B 12 0.370000 648.000000 2.400000 0.370000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Sdiptech B 3 1.330000 820.800000 -1.200000 -0.150000 822.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Addnode Group B 6 -0.400000 747.000000 -3.000000 -0.400000 750.000000
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
BONESUPPORT HOLDING 10 -0.330000 1221.000000 -3.000000 -0.250000 1224.000000
Investor B 3 -0.550000 651.900000 -3.600000 -0.550000 655.500000
Addtech B 3 -0.260000 695.400000 -4.600000 -0.660000 699.999999
Latour B 2 -0.270000 444.200000 -4.800000 -1.070000 449.000000
Balco Group 39 1.800000 1870.050000 -4.950000 -0.260000 1874.999997
Biotage 4 -1.060000 597.600000 -5.400000 -0.900000 603.000000
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Indutrade 5 -0.530000 1306.000000 -14.000000 -1.060000 1320.000000
Lime Technologies 2 4.770000 571.000000 -22.000000 -3.710000 593.000000
Fortnox 10 -1.400000 645.800000 -22.200000 -3.320000 668.000000
Vitrolife 3 -1.380000 644.400000 -32.600000 -4.820000 677.000001
Volati 5 0.000000 540.000000 -34.000000 -5.920000 574.000000
Xvivo Perfusion 3 -1.820000 808.500000 -36.500000 -4.320000 845.000001
Lundin Gold 7 -0.890000 932.400000 -41.600000 -4.270000 973.999999
Creades A 7 -9.710000 553.000000 -58.000000 -9.490000 610.999998
Investor A 16 -0.550000 3484.800000 -60.200000 -1.700000 3545.000000
Ambea 68 -1.140000 2472.480000 -64.520000 -2.540000 2537.000032
Gaming Innovation Group 161 -0.780000 4105.500000 -82.500000 -1.970000 4187.999942
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.310000 3826.000000 -90.000000 -2.300000 3916.000000
Bactiguard Holding B 37 -11.180000 2675.100000 -284.900000 -9.620000 2960.000000
TOTAL 46045.260000 -677.340000 -1.33685% 46722.599938

Updated:¶

'2023-06-09 16:51:28.936354'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶